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pro vyhledávání: '"Loustaunau, Romain"'
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Loustaunau, Romain
Volatility appears to be asymmetric to equities. We consider volatility as an asset and examine its benefits when allocated to a portfolio. The portfolio optimization with vix allocation at an index level is transposed to an investable level. Finally
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1493::8f9a411e91dfe4318595e6d1ff90f2f3
https://hdl.handle.net/2078.1/thesis:2719
https://hdl.handle.net/2078.1/thesis:2719
